+18.4%
BROS vs BRO
+22.5%
-4.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -6.1% | -8.6% | +2.5% | -1.7% |
| 30D | -12.4% | -6.9% | -5.4% | -9.2% |
| 3M | -27.9% | +10.5% | -38.4% | -32.3% |
| 6M | -16.8% | -2.8% | -14.0% | -16.8% |
| YTD | -29.0% | -16.1% | -12.9% | -23.2% |
| 1Y | -33.2% | -27.6% | -5.6% | -21.4% |
| 3Y | +56.8% | -7.3% | +64.1% | +48.3% |
| All | +18.4% | +22.5% | -4.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling